SC0K.DE vs. EQQB.DE
SC0K.DE (Invesco Russell 2000 UCITS ETF) and EQQB.DE (Invesco EQQQ Nasdaq-100 UCITS ETF Acc) are both exchange-traded funds - SC0K.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while EQQB.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 3 years, SC0K.DE returned 15.51%/yr vs 24.52%/yr for EQQB.DE. A 0.66 correlation means they provide meaningful diversification when combined. SC0K.DE charges 0.45%/yr vs 0.30%/yr for EQQB.DE.
Performance
SC0K.DE vs. EQQB.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SC0K.DE achieves a 17.93% return, which is significantly lower than EQQB.DE's 20.54% return.
SC0K.DE
- 1D
- 0.96%
- 1M
- 4.12%
- YTD
- 17.93%
- 6M
- 16.88%
- 1Y
- 38.56%
- 3Y*
- 15.51%
- 5Y*
- 7.16%
- 10Y*
- 10.39%
EQQB.DE
- 1D
- -0.82%
- 1M
- 9.26%
- YTD
- 20.54%
- 6M
- 19.36%
- 1Y
- 37.75%
- 3Y*
- 24.52%
- 5Y*
- —
- 10Y*
- —
SC0K.DE vs. EQQB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SC0K.DE Invesco Russell 2000 UCITS ETF | 17.93% | 1.56% | 15.91% | 14.84% | -6.78% |
EQQB.DE Invesco EQQQ Nasdaq-100 UCITS ETF Acc | 20.54% | 6.93% | 33.67% | 51.27% | -17.63% |
Correlation
The correlation between SC0K.DE and EQQB.DE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2022 | 0.66 |
The correlation between SC0K.DE and EQQB.DE has been stable across timeframes, ranging from 0.59 to 0.66 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SC0K.DE vs. EQQB.DE — Risk / Return Rank
SC0K.DE
EQQB.DE
SC0K.DE vs. EQQB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 2000 UCITS ETF (SC0K.DE) and Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SC0K.DE | EQQB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.42 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.57 | 3.73 | +0.84 |
| Martin ratioReturn relative to average drawdown | 13.31 | 11.10 | +2.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SC0K.DE | EQQB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.39 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.97 | -0.33 |
Drawdowns
SC0K.DE vs. EQQB.DE - Drawdown Comparison
The maximum SC0K.DE drawdown since its inception was -41.13%, which is greater than EQQB.DE's maximum drawdown of -26.59%. Use the drawdown chart below to compare losses from any high point for SC0K.DE and EQQB.DE.
Loading charts...
Drawdown Indicators
| SC0K.DE | EQQB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -26.59% | -14.54% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -10.08% | +1.68% |
Max Drawdown (3Y)Largest decline over 3 years | -32.50% | -26.59% | -5.91% |
Max Drawdown (5Y)Largest decline over 5 years | -32.50% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.82% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -6.77% | -1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 3.39% | -0.50% |
Volatility
SC0K.DE vs. EQQB.DE - Volatility Comparison
Invesco Russell 2000 UCITS ETF (SC0K.DE) has a higher volatility of 5.37% compared to Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) at 4.38%. This indicates that SC0K.DE's price experiences larger fluctuations and is considered to be riskier than EQQB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SC0K.DE | EQQB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 4.38% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 10.99% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 15.73% | +2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.93% | 19.97% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 19.97% | +1.63% |
SC0K.DE vs. EQQB.DE - Expense Ratio Comparison
SC0K.DE has a 0.45% expense ratio, which is higher than EQQB.DE's 0.30% expense ratio.
Dividends
SC0K.DE vs. EQQB.DE - Dividend Comparison
Neither SC0K.DE nor EQQB.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0K.DE and EQQB.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EQQB.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EQQB.DE is cheaper with a 0.30% expense ratio, compared with 0.45% for SC0K.DE.
SC0K.DE is categorized as Small Cap Blend Equities, while EQQB.DE is Nasdaq-100. SC0K.DE tracks Russell 2000®, while EQQB.DE tracks Nasdaq 100®. Their fees differ too: 0.45% for SC0K.DE and 0.30% for EQQB.DE.
Find the right allocation for SC0K.DE and EQQB.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer